Tag Archives: low frequency

Ernie Chan presents Beware of Low Frequency Data video playback

 Dr Ernie Chan presents Beware of Low Frequency Data video playback

This was presented at a recent webinar we held
Bryan
P.S. Don’t forget I have posted 60+ questions for my Knowledgebase on quant automated trading and HFT
NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Dr Ernie Chan presents Beware of Low Frequency Data

Dr Ernie Chan presents Beware of Low Frequency Data

This was presented at a recent webinar we held

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Dr Ernie Chan presents Beware of Low Frequency Data

Thursday, Apr 23, 2015, 7:00 PM

33 Members Went

Check out this Meetup →

Dr Ernie Chan presents Beware of Low Frequency Data

Thursday, Apr 23, 2015, 7:00 PM

33 Members Went

Check out this Meetup →

 

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Dr Ernie Chan presents Beware of Low Frequency #Data

Dr Ernie Chan presents Beware of Low Frequency #Data

He’s back! Abstract: It is commonly believed that low frequency strategies require only low frequency data for backtesting. We will show that using low frequency data can lead to dangerously inflated backtest results even for low frequency strategies. Examples will be drawn from a closed end fund strategy, a long-short stock strategy, and a futures strategy.

Meetup: Dr Ernie Chan presents Beware of Low Frequency Data


Is Amazon AWS machine learning better than Microsoft Azure?

I personally think the offfering from Mathworks is much better and you get to keep it private

 

Is Amazon AWS machine learning better than Microsoft Azure?

ThinkOrSwim API acccess only for the .0001 %

I must say questions are still unanswered in supporting programming languages and it still to mysterious to me. I did however talk to someone who is a customer and they verified you need $25k for API access. They also will actively watch your Think or Swim account for breaking the Pattern Day Trading rule of automating otherwise you get investigated by FINRA. Also, you need $20k in an account to get around that PDT rule. America, the free-est country in the world. Haha my right, Obama regulated you poor US based traders to death in this automated trading world. See their answers here.

ThinkOrSwim API acccess only for the .0001 %

Thanks for reading

Bryan Downing

P.S. People are still asking about this from earlier in the week

Video and files download for Visual trading idea to C++ or FPGA HFT Meetup

File download sample: test model (Matlab 2014b with Visual Studio 2013 C++ project generated)

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Meetup: Dr Ernie Chan presents Beware of Low Frequency Data

Meetup: Dr Ernie Chan presents Beware of Low Frequency Data

He’s back! Abstract: It is commonly believed that low frequency strategies require only low frequency data for backtesting. We will show that using low frequency data can lead to dangerously inflated backtest results even for low frequency strategies. Examples will be drawn from a closed end fund strategy, a long-short stock strategy, and a futures strategy.

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Thursday, April 23, 2015

7:00 PM Eastern Standard Time

  1. Please join my meeting, April 23, 2015 at 7:00 PM Eastern Daylight Time.

https://global.gotomeeting.com/join/742927277

 

  1. Use your microphone and speakers (VoIP) – a headset is recommended. Or, call in using your telephone.

 

Dial +1 (408) 650-3112

Access Code: 742-927-277

Audio PIN: Shown after joining the meeting

 

Meeting ID: 742-927-277

 

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Notes: I do anticipate this will fill up so it is best to get in early to guarantee your spot.

 

http://www.meetup.com/quant-finance/events/221738217/

Dr Ernie Chan presents Beware of Low Frequency Data

Thursday, Apr 23, 2015, 7:00 PM

GotoMeeting Webinar online
GotoMeeting Webinar online Toronto, ON

31 Researching Traders Went

He’s back! Abstract: It is commonly believed that low frequency strategies require only low frequency data for backtesting. We will show that using low frequency data can lead to dangerously inflated backtest results even for low frequency strategies. Examples will be drawn from a closed end fund strategy, a long-short stock strategy, and a futures…

Check out this Meetup →

 

 

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

How to Survive a Low-Frequency Traders in a High-Frequency World? Download this research paper PDF

How to Survive a Low-Frequency Traders in a High-Frequency World? Download this research paper PDF

This is a great topic to consider so thanks to Sholom for sending

http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2150876

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NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Is this FPGA a potential solution for both a server from Micro Solution and DINI group? Ultra low frequency HFT?

 

Is this FPGA a potential solution for both a server from Micro Solution and DINI group? Ultra low frequency HFT?

For my Youtube suscriber so thanks to him for this contribution:

Also, you were asking about the workstation?

http://www.dinigroup.com/new/DNPCIe_10G_K7_LL.php

Small Rackmount Servers the board will work with:
1U
SuperMicro X8DTG-D

The accelize card also requires a 1u server.

You may have to build your own system, but you can get it from here:

http://www.superbiiz.com/detail.php?p=MB-X8DTGDF&c=fr&pid=83bd9ba21aa0a4bc8b4f5de2f8849c5c65

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NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Secret unknown reasons why tweaking the Linux kernel for your ultra high frequency trading and low frequency quant analysis

Here is a comment posted at one my Youtube videos:

You have few good points. I don’t know why Security is not an issue for you. I’m a Linux guy and I don’t agree on that. As you said building from Linux kernel is a complicated and we have limited number of linux engineers. Also, we do not need all system calls of Linux kernel either. Tweak the kernel too. Just to add, we could even tweak the network packet, cut of few headers in the packet and improve the performance by a fraction of millisecond.

My respons at this current time:

Thanks for your excellent points. I never thought of these for a Linux kernal but it makes total sense. As for security, Windows is always a concern for security but it seems at this point I need to focus on strategy side vs the platform or or OS right now.

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!